Two limit theorems for NA random variables (Q1370169): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Negative association of random variables, with applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on the almost sure convergence of sums of negatively dependent random variables / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4868030 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A theorem of Hsu-Robbins type for negatively associated sequence / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/bf02884219 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2060575501 / rank | |||
Normal rank |
Latest revision as of 09:00, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two limit theorems for NA random variables |
scientific article |
Statements
Two limit theorems for NA random variables (English)
0 references
25 May 1998
0 references
This paper reviews the definition of negatively associated random variables and proves a maximal inequality for the partial sums \((S_n)\) of a negatively associated, not necessarily stationary, sequence. Consequences of this result include \[ S_n= o(n^{1/2}\ln^\alpha n)\text{ a.s.}\quad\text{and}\quad \sum^\infty_{n=1} n^{n-2} P\Biggl(\max_{1\leq k\leq n} |S_n|\geq n\varepsilon\Biggr)<\infty \] under suitable conditions. The conditions require that the individual variables be stochastically bounded by a single variable \(X\) with finite \(p\)th moment.
0 references
negative association
0 references
maximal inequality
0 references